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QUESTA
2007
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14 years 9 months ago
Efficient simulation of finite horizon problems in queueing and insurance risk
Leonardo Rojas-Nandayapa, Søren Asmussen
66
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WSC
2000
14 years 11 months ago
Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions
This paper deals with estimating small tail probabilities of the steady-state waiting time in a GI/GI/1 queue with heavy-tailed (subexponential) service times. The problem of esti...
Nam Kyoo Boots, Perwez Shahabuddin